| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
2,266.00 |
2,243.50 |
-22.50 |
-1.0% |
2,355.00 |
| High |
2,280.50 |
2,243.50 |
-37.00 |
-1.6% |
2,369.00 |
| Low |
2,245.50 |
2,186.25 |
-59.25 |
-2.6% |
2,245.50 |
| Close |
2,245.50 |
2,209.25 |
-36.25 |
-1.6% |
2,245.50 |
| Range |
35.00 |
57.25 |
22.25 |
63.6% |
123.50 |
| ATR |
54.17 |
54.54 |
0.36 |
0.7% |
0.00 |
| Volume |
114 |
46 |
-68 |
-59.6% |
860 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.75 |
2,354.25 |
2,240.75 |
|
| R3 |
2,327.50 |
2,297.00 |
2,225.00 |
|
| R2 |
2,270.25 |
2,270.25 |
2,219.75 |
|
| R1 |
2,239.75 |
2,239.75 |
2,214.50 |
2,226.50 |
| PP |
2,213.00 |
2,213.00 |
2,213.00 |
2,206.25 |
| S1 |
2,182.50 |
2,182.50 |
2,204.00 |
2,169.00 |
| S2 |
2,155.75 |
2,155.75 |
2,198.75 |
|
| S3 |
2,098.50 |
2,125.25 |
2,193.50 |
|
| S4 |
2,041.25 |
2,068.00 |
2,177.75 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.25 |
2,574.75 |
2,313.50 |
|
| R3 |
2,533.75 |
2,451.25 |
2,279.50 |
|
| R2 |
2,410.25 |
2,410.25 |
2,268.25 |
|
| R1 |
2,327.75 |
2,327.75 |
2,256.75 |
2,307.25 |
| PP |
2,286.75 |
2,286.75 |
2,286.75 |
2,276.50 |
| S1 |
2,204.25 |
2,204.25 |
2,234.25 |
2,183.75 |
| S2 |
2,163.25 |
2,163.25 |
2,222.75 |
|
| S3 |
2,039.75 |
2,080.75 |
2,211.50 |
|
| S4 |
1,916.25 |
1,957.25 |
2,177.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,369.00 |
2,186.25 |
182.75 |
8.3% |
55.75 |
2.5% |
13% |
False |
True |
179 |
| 10 |
2,394.25 |
2,186.25 |
208.00 |
9.4% |
54.50 |
2.5% |
11% |
False |
True |
126 |
| 20 |
2,401.25 |
2,186.25 |
215.00 |
9.7% |
51.75 |
2.3% |
11% |
False |
True |
95 |
| 40 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
55.75 |
2.5% |
48% |
False |
False |
77 |
| 60 |
2,401.25 |
2,034.50 |
366.75 |
16.6% |
52.00 |
2.4% |
48% |
False |
False |
68 |
| 80 |
2,401.25 |
2,029.25 |
372.00 |
16.8% |
44.25 |
2.0% |
48% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.75 |
|
2.618 |
2,393.50 |
|
1.618 |
2,336.25 |
|
1.000 |
2,300.75 |
|
0.618 |
2,279.00 |
|
HIGH |
2,243.50 |
|
0.618 |
2,221.75 |
|
0.500 |
2,215.00 |
|
0.382 |
2,208.00 |
|
LOW |
2,186.25 |
|
0.618 |
2,150.75 |
|
1.000 |
2,129.00 |
|
1.618 |
2,093.50 |
|
2.618 |
2,036.25 |
|
4.250 |
1,943.00 |
|
|